def incoming_sms():
"""Send a dynamic reply to an incoming text message"""
# Get the message the user sent our Twilio number
print(2)
body = request.values.get('Body', None)
# Start our TwiML response
resp = MessagingResponse()
# Determine the right reply for this message
# if body == 'hello':
# resp.message("Hi!")
# elif body == 'bye':
# resp.message("Goodbye")
args = body.split(',')
ticker = str(args[0])
num_shares = args[1]
print(3)
order = equity_buy_market(ticker, int(num_shares))
c.place_order(config.tda_acct_num, order)
resp.message("Bought " + num_shares + " shares of " + body)
print("Bought " + num_shares + " shares of " + body)
return str(resp)
def purchaseStockMarket(self, ticker, shares=1, price=0):
result = Order()
if (ticker != "" and shares > 0):
order = equity_buy_market(ticker, shares).build()
result = self._placeOrder(order)
print("Purchase Real: " + ticker)
return result
def place_buy_market(self, symbol: str, quantity: int) -> str:
order = (
# market order can only be a day order
equity_buy_market(symbol, quantity)).build()
r = self.c.place_order(self.account_id, order)
if not r.ok:
raise BrokerException(r)
order_id = Utils(self.c, self.account_id).extract_order_id(r)
return order_id
def kill_trade(symbol, qty, price, order_type):
client = build_client()
try:
if order_type == "long":
client.place_order(account_id=ACCOUNT_ID,
order_spec=equity_sell_market(symbol, qty))
logging.info("Killed trade")
record_trade(symbol, price)
else:
client.place_order(account_id=ACCOUNT_ID,
order_spec=equity_buy_market(symbol, qty))
logging.info("Killed trade")
record_trade(symbol, price)
except:
logging.info(f"Unexpected error killing trade: {sys.exc_info()}")
pass
def _submitBuy(self, event):
'''
Takes OrderEvent and submits a BUY order to the TDA account
'''
if event.trade_type == 'MARKET':
self.client.place_order(
self.ACC_ID,
equities.equity_buy_market(
event.ticker,
event.quantity,
),
)
elif event.trade_type == 'LIMIT' and event.limit:
self.client.place_order(
self.ACC_ID,
equities.equity_buy_limit(event.ticker, event.quantity,
event.limit),
)
else:
raise Exception('Invalid BUY order.')
tickers = driver.find_elements_by_tag_name("td")
# positions = c.get_account(config.tda_acct_num, c.Account.Fields.POSITIONS)
# print(positions)
# i = 0
# # [0]:Ticker, [1]:Share Price, [2]:Rating, [3]:Score, [4]:Rating Change Date, [5]:Price Change %
# while i < 40:
# ticker = str(tickers[i].text)
# print(ticker)
# share_price = float(tickers[i + 1].text)
# # How many dollars of each stock to buy:
# desired_dollar_amount = 1000
# num_shares = round(desired_dollar_amount / share_price)
# print(num_shares)
# order = equity_buy_market(ticker, num_shares)
# r = c.place_order(config.tda_acct_num, order)
# time.sleep(2)
# print(r.status_code)
# print(r)
# i += 10
driver.quit()
order = equity_buy_market('SNDL', num_shares)
r = c.place_order(config.tda_acct_num, order)
time.sleep(2)
print(r.status_code)
print(r)
# All this scraping code works
driver.get("https://financhill.com/screen/stock-score")
time.sleep(2)
driver.find_element_by_css_selector(
'span[data-sort-name="stock_score_normalized"]').click()
time.sleep(2)
tickers = driver.find_elements_by_tag_name("td")
# positions = c.get_account(config.tda_acct_num, c.Account.Fields.POSITIONS)
# print(positions)
i = 0
# [0]:Ticker, [1]:Share Price, [2]:Rating, [3]:Score, [4]:Rating Change Date, [5]:Price Change %
while i < 40:
ticker = str(tickers[i].text)
print(ticker)
share_price = float(tickers[i + 1].text)
# How many dollars of each stock to buy:
desired_dollar_amount = 1000
num_shares = round(desired_dollar_amount / share_price)
print(num_shares)
order = equity_buy_market(ticker, numsha)
r = c.place_order(config.tda_acct_num, order)
time.sleep(2)
print(r.status_code)
print(r)
i += 10
driver.quit()
# positions = c.get_account(config.tda_acct_num, c.Account.Fields.POSITIONS)
# print(positions)
i = 0
# [0]:Ticker, [1]:Share Price, [2]:Rating, [3]:Score, [4]:Rating Change Date, [5]:Price Change %
while i < 0:
ticker = str(tickers[i].text)
print(ticker)
share_price = float(tickers[i + 1].text)
desired_dollar_amount = 1000 # How many dollars of each stock to buy
num_shares = round(desired_dollar_amount / share_price)
print(num_shares)
order = equity_buy_market(ticker, num_shares)
r = c.place_order(config.tda_acct_num, order)
print(r.status_code)
print("Bought " + str(num_shares) + " of " + ticker)
i += 10
order2 = equity_buy_market('ECNS', 150)
r = c.place_order(config.tda_acct_num, order2)
print(r.status_code)
print("Bought 150 shares of ECNS")
driver.quit()
# Better way to write?:
# i = 0
from tda import auth, client
from tda.orders.equities import equity_buy_market
from tda.orders.common import Duration, Session
import os, sys
import time
from selenium import webdriver
import json
currentdir = os.path.dirname(os.path.realpath(__file__))
parentdir = os.path.dirname(currentdir)
sys.path.append(parentdir)
import config # stored in parent directory for security
token_path = 'token'
redirect_uri = "https://localhost"
DRIVER_PATH = "/home/hopper/chromedriver"
driver = webdriver.Chrome(DRIVER_PATH)
try:
c = auth.client_from_token_file(token_path, config.api_key)
except FileNotFoundError:
c = auth.client_from_login_flow(
driver, config.api_key, redirect_uri, token_path
)
print(c.place_order(config.tda_acct_num, equity_buy_market('SNDL', 1).set_duration(Duration.GOOD_TILL_CANCEL).set_session(Session.SEAMLESS).build()))
time.sleep(2)
driver.quit()
button = driver.find_element_by_css_selector(
'span[data-sort-name="stock_score_normalized"]')
time.sleep(2)
button.click()
time.sleep(2)
tickers = driver.find_elements_by_tag_name("td")
i = 0
while i < 20:
print(tickers[i].text)
c.place_order(
config.tda_acct_id, # account_id
equity_buy_market(ticker, 1, 1250.0).set_duration(
Duration.GOOD_TILL_CANCEL).set_session(Session.SEAMLESS).build())
i += 10
# for ticker in tickers:
# print(ticker.text)
# print(ticker.tag_name)
# print(ticker.parent)
# print(ticker.location)
# print(ticker.size)
# time.sleep(2)
driver.quit()
# [0]: Ticker, [1]: Price, [2]: Rating, [3]: Score, [4]:Rating Change Date, [5]:Price Change %
# SVM
# 6.70
# Buy
from tda.orders.equities import equity_buy_market
from tda.orders.common import Duration, Session
import os, sys
import time
from selenium import webdriver
import json
currentdir = os.path.dirname(os.path.realpath(__file__))
parentdir = os.path.dirname(currentdir)
sys.path.append(parentdir)
import config # stored in parent directory for security
token_path = 'token'
redirect_uri = "https://localhost"
DRIVER_PATH = "/home/hopper/chromedriver"
driver = webdriver.Chrome(DRIVER_PATH)
try:
c = auth.client_from_token_file(token_path, config.api_key)
except FileNotFoundError:
c = auth.client_from_login_flow(driver, config.api_key, redirect_uri,
token_path)
print(
c.place_order(
config.tda_acct_num,
equity_buy_market('SNDL', 1).set_duration(
Duration.GOOD_TILL_CANCEL).set_session(Session.SEAMLESS).build()))
driver.quit()
def place_orders(symbol):
# Gets current date and time
now = datetime.now().strftime('%d-%m-%y %I:%M:%S %p')
# Finds the total deltas for options to be hedged on a particular underlying
total_deltas_for_options_on_underlying = option_positions_to_hedge.loc[
option_positions_to_hedge['underlyingSymbol'] ==
symbol]['totalDelta'].sum()
# Finds the total quantity for a particular underlying
underlying_quantity = option_positions_to_hedge.loc[
option_positions_to_hedge['underlyingSymbol'] ==
symbol]['underlyingQuantity']
# If the stock underlying an option to be hedged
# is not owned, then the underlying quantity is set to 0.
# If it is owned, then the quantity is set from the series as an integer
if underlying_quantity.empty:
underlying_quantity = 0
else:
underlying_quantity = int(underlying_quantity.iloc[0])
# Determines the number of shares needed to be bought/sold to be delta neutral.
# This is done by multiplying the total number of deltas for an option by -1,
# then subtracting the quantity of the underlying for the options.
shares_needed_to_hedge = int(total_deltas_for_options_on_underlying *
-1 - underlying_quantity)
# Place Orders, due to shorts and longs having seperate functions, it
# complicates the order process, and it can be hard to follow.
# The process itself is fairly straightforward, the number of shares
# owned should be equal to the inverse of the total deltas on a particular
# underlying. So shares will either be purchased or sold to reach
# this condition. Adjustment is made when the total deltas
# for the options on an underlying move past the previously set threshold,
# either above or below.
if shares_needed_to_hedge > threshold:
if underlying_quantity < 0 and underlying_quantity + shares_needed_to_hedge < 0:
#Buy to cover shares_needed_to_hedge
order_specs = equities.equity_buy_to_cover_market(
symbol=symbol,
quantity=shares_needed_to_hedge).set_duration(
Duration.DAY).set_session(Session.SEAMLESS).build()
order = c.place_order(account_id, order_specs)
pprint(
pd.DataFrame(order_specs['orderLegCollection'],
index=[now]))
elif underlying_quantity < 0 and underlying_quantity + shares_needed_to_hedge > 0:
#Buy to cover abs(underlying_quantity)
order1_specs = equities.equity_buy_to_cover_market(
symbol=symbol,
quantity=abs(underlying_quantity)).set_duration(
Duration.DAY).set_session(Session.SEAMLESS).build()
order1 = c.place_order(account_id, order1_specs)
pprint(
pd.DataFrame(order1_specs['orderLegCollection'],
index=[now]))
#Buy shares_needed_to_hedge - abs(underlying_quantity)
order2_specs = equities.equity_buy_market(
symbol=symbol,
quantity=shares_needed_to_hedge -
abs(underlying_quantity)).set_duration(
Duration.DAY).set_session(Session.SEAMLESS).build()
order2 = c.place_order(account_id, order2_specs)
pprint(
pd.DataFrame(order2_specs['orderLegCollection'],
index=[now]))
elif underlying_quantity > 0:
#Buy shares_needed_to_hedge
order_specs = equities.equity_buy_market(
symbol=symbol,
quantity=shares_needed_to_hedge).set_duration(
Duration.DAY).set_session(Session.SEAMLESS).build()
order = c.place_order(account_id, order_specs)
pprint(
pd.DataFrame(order_specs['orderLegCollection'],
index=[now]))
elif shares_needed_to_hedge < -threshold:
if underlying_quantity > 0 and underlying_quantity + shares_needed_to_hedge > 0:
#Sell abs(shares_needed_to_hedge)
order_specs = equities.equity_sell_market(
symbol=symbol,
quantity=abs(shares_needed_to_hedge)).set_duration(
Duration.DAY).set_session(Session.SEAMLESS).build()
order = c.place_order(account_id, order_specs)
pprint(
pd.DataFrame(order_specs['orderLegCollection'],
index=[now]))
elif underlying_quantity > 0 and underlying_quantity + shares_needed_to_hedge < 0:
#Sell underlying_quantity
order1_specs = equities.equity_sell_market(
symbol=symbol, quantity=underlying_quantity).set_duration(
Duration.DAY).set_session(Session.SEAMLESS).build()
order1 = c.place_order(account_id, order1_specs)
pprint(
pd.DataFrame(order1_specs['orderLegCollection'],
index=[now]))
#Sell short abs(underlying_quantity + shares_needed_to_hedge)
order2_specs = equities.equity_sell_short_market(
symbol=symbol,
quantity=abs(underlying_quantity +
shares_needed_to_hedge)).set_duration(
Duration.DAY).set_session(
Session.SEAMLESS).build()
order2 = c.place_order(account_id, order2_specs)
pprint(
pd.DataFrame(order2_specs['orderLegCollection'],
index=[now]))
elif underlying_quantity < 0:
#Sell to open abs(shares_needed_to_hedge)
order_specs = equities.equity_sell_short_market(
symbol=symbol,
quantity=abs(shares_needed_to_hedge)).set_duration(
Duration.DAY).set_session(Session.SEAMLESS).build()
order = c.place_order(account_id, order_specs)
pprint(
pd.DataFrame(order_specs['orderLegCollection'],
index=[now]))
def cancel_all(str_):
""" Pass 'all', 'trades', or 'orders' depending on what needs to be canceled. """
errors = []
client = build_client()
# cancel all open orders
if str_ == "all" or str_ == "orders":
try:
orders = client.get_orders_by_path(account_id=ACCOUNT_ID, max_results=None, from_entered_datetime=None, to_entered_datetime=None, status=client.Order.Status.QUEUED, statuses=None).json()
print("Canceling orders...")
# orders = orders.json()
for order in orders:
order_id = order["orderId"]
print(f"Order ID: {order_id}")
client.cancel_order(order_id=order_id, account_id=ACCOUNT_ID)
print("Orders canceled.")
except:
print("Unexpected error canceling orders:", sys.exc_info())
errors.append(sys.exc_info())
pass
# close all trades
if str_ == "all" or str_ == "trades":
try:
account_with_positions = client.get_account(account_id=ACCOUNT_ID, fields=client.Account.Fields.POSITIONS).json()["securitiesAccount"]
try:
positions = account_with_positions["positions"]
except:
positions = {}
print("Closing positions...")
if positions == {}:
print("No positions to close.")
else:
for trade in positions:
print(positions)
# submit sell order for the position
symbol = trade["instrument"]["symbol"]
short_quantity = trade["shortQuantity"]
long_quantity = trade["longQuantity"]
try:
if long_quantity > 0:
client.place_order(
account_id=ACCOUNT_ID,
order_spec=equities.equity_sell_market(symbol, long_quantity)
)
# it might be a short position, so try a buy order
elif short_quantity > 0:
client.place_order(
account_id=ACCOUNT_ID,
order_spec=equities.equity_buy_market(symbol, short_quantity)
)
else:
print("No trades to close.")
return
except:
print("Unexpected error closing trades:", sys.exc_info())
errors.append(sys.exc_info())
pass
except:
print("Unexpected error closing trades:", sys.exc_info())
errors.append(sys.exc_info())
pass
if len(errors) > 0:
print("errors with closing orders and positions:")
print(errors)
else:
print("All orders canceled and positions closed.")
tickers = driver.find_elements_by_tag_name("td")
# positions = c.get_account(config.tda_acct_num, c.Account.Fields.POSITIONS)
# print(positions)
# i = 0
# # [0]:Ticker, [1]:Share Price, [2]:Rating, [3]:Score, [4]:Rating Change Date, [5]:Price Change %
# while i < 40:
# ticker = str(tickers[i].text)
# print(ticker)
# share_price = float(tickers[i + 1].text)
# # How many dollars of each stock to buy:
# desired_dollar_amount = 1000
# num_shares = round(desired_dollar_amount / share_price)
# print(num_shares)
# order = equity_buy_market(ticker, num_shares)
# r = c.place_order(config.tda_acct_num, order)
# time.sleep(2)
# print(r.status_code)
# print(r)
# i += 10
driver.quit()
order = equity_buy_market('SNDL', 1)
r = c.place_order(config.tda_acct_num, order)
time.sleep(2)
print(r.status_code)
print(r)
i = 0
while i < 10:
ticker = tickers[i].text
print(ticker)
# url = (
# "https://api.tdameritrade.com/v1/accounts/"
# + str(config.tda_acct_num)
# + "/orders"
# )
# headerArg = {"Authorization": "Bearer theEntireTokenHere"}
c.place_order(
config.tda_acct_num, # account_id
equity_buy_market(str(ticker), 1)
.set_duration(Duration.GOOD_TILL_CANCEL)
.set_session(Session.SEAMLESS)
.build()
)
# requests.post(url, data, headers=headerArg)
time.sleep(2)
print(data)
print(data.status_code)
i += 10
# order = {
# "orderType": "MARKET",
# "session": "NORMAL",
# "duration": "DAY",
tickers = driver.find_elements_by_tag_name("td")
# positions = c.get_account(config.tda_acct_num, c.Account.Fields.POSITIONS)
# print(positions)
i = 60
# [0]:Ticker, [1]:Share Price, [2]:Rating, [3]:Score, [4]:Rating Change Date, [5]:Price Change %
while i < 100:
# Get ticker and price of stock
ticker = str(tickers[i].text)
share_price = float(tickers[i + 1].text)
# Calculate how many shares to buy in order to equal about $1000
desired_dollar_amount = 1000 # How many dollars of each stock to buy
num_shares = round(desired_dollar_amount / share_price)
#Build and place order
order = equity_buy_market(ticker, num_shares)
r = c.place_order(config.tda_acct_num, order)
print("Bought " + str(num_shares) + " shares of " + ticker)
i += 10
driver.quit()
# Better way to write?:
# i = 0
# while i < 6:
# ticker = str(tickers[i*10].text)
# share_price = float(tickers[i*10 + 1].text)
# i+=1
token_path = 'token'
DRIVER_PATH = "/home/hopper/chromedriver"
driver = webdriver.Chrome(DRIVER_PATH)
redirect_uri = "https://localhost"
try:
c = auth.client_from_token_file(token_path, config.api_key)
except FileNotFoundError:
c = auth.client_from_login_flow(driver, config.api_key, redirect_uri,
token_path)
#All this scraping code works
driver.get("https://financhill.com/screen/stock-score")
time.sleep(2)
driver.find_element_by_css_selector(
'span[data-sort-name="stock_score_normalized"]').click()
time.sleep(2)
tickers = driver.find_elements_by_tag_name("td")
i = 0
# this will only loop once as a test
while i < 0:
ticker = str(tickers[i].text)
print(ticker)
order = equity_buy_market(ticker, 1)
r = c.place_order(config.tda_acct_num, order)
time.sleep(2)
print(r.status_code)
i += 10
driver.quit()
tickers = driver.find_elements_by_tag_name("td")
# positions = c.get_account(config.tda_acct_num, c.Account.Fields.POSITIONS)
# print(positions)
# i = 0
# # [0]:Ticker, [1]:Share Price, [2]:Rating, [3]:Score, [4]:Rating Change Date, [5]:Price Change %
# while i < 40:
# ticker = str(tickers[i].text)
# print(ticker)
# share_price = float(tickers[i + 1].text)
# # How many dollars of each stock to buy:
# desired_dollar_amount = 1000
# num_shares = round(desired_dollar_amount / share_price)
# print(num_shares)
# order = equity_buy_market(ticker, num_shares)
# r = c.place_order(config.tda_acct_num, order)
# time.sleep(2)
# print(r.status_code)
# print(r)
# i += 10
driver.quit()
order = equity_buy_market('ticker', num_shares)
r = c.place_order(config.tda_acct_num, order)
time.sleep(2)
print(r.status_code)
print(r)
time.sleep(2)
button.click()
time.sleep(2)
tickers = driver.find_elements_by_tag_name("td")
i = 0
while i < 10:
print(tickers[i].text)
c.place_order(
config.tda_acct_num, # account_id
print(
equity_buy_market(
(tickers[i].text),
1).set_duration(Duration.GOOD_TILL_CANCEL).set_session(
Session.SEAMLESS).build()))
i += 10
# for ticker in tickers:
# print(ticker.text)
# print(ticker.tag_name)
# print(ticker.parent)
# print(ticker.location)
# print(ticker.size)
# time.sleep(2)
driver.quit()
# [0]: Ticker, [1]: Price, [2]: Rating, [3]: Score, [4]:Rating Change Date, [5]:Price Change %
# SVM
# 6.70
button = driver.find_element_by_css_selector(
'span[data-sort-name="stock_score_normalized"]'
)
time.sleep(2)
button.click()
time.sleep(2)
tickers = driver.find_elements_by_tag_name("td")
i = 0
while i < 20:
print(tickers[i].text)
client.place_order( 1000, equity_buy_market(tickers[i].text, 1) .set_duration(Duration.GOOD_TILL_CANCEL).set_session(Session.SEAMLESS).build())
i+=10
# for ticker in tickers:
# print(ticker.text)
# print(ticker.tag_name)
# print(ticker.parent)
# print(ticker.location)
# print(ticker.size)
# time.sleep(2)
driver.quit()
# [0]: Ticker, [1]: Price, [2]: Rating, [3]: Score, [4]:Rating Change Date, [5]:Price Change %
# SVM
# 6.70
# Buy
